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Data Mining
Posted: Wed Jun 21, 2006 11:26 pm
by eudamonia
Mikal and others:
What types of programs/procedures do you use for data mining a.k.a finding statistically relevant information out of historical data?
This is something I've been approaching in a very haphazard way and would like to improve.
Edward
Posted: Thu Jun 22, 2006 10:08 am
by michal.kreslik
Ed,
after exporting the data from Tradestation in a desired form, I am using Micorosoft Excel to do the analysis.
The best public resource on statistics on the internet:
http://www.statsoft.com/textbook/stathome.html
I am now studying statistics and the best SW in the world for conduting
statistic research is Statistica:
http://www.statsoft.com/
Buying and learning Statistica SW is on my agenda in the future. Right now I've got a demoversion. My mother teaches at the Brno University of Technology and she cooperates with Statsoft now and then. They are conducting statistics learning courses, too.
I'm considering enrolling here:
http://www.stat.yale.edu/
Michal
Posted: Thu Jun 22, 2006 8:24 pm
by eudamonia
Mikal,
Those are some great links, thanks!
Edward
Matlab 2006b
Posted: Sun Mar 04, 2007 10:37 pm
by TomKeough
michal.kreslik wrote:I am now studying statistics and the best SW in the world for conduting
statistic research is Statistica:
http://www.statsoft.com/Michal
Michal,
How would you rate Matlab 2006b as compared to Statistica?
Tom
Posted: Mon Mar 05, 2007 5:41 am
by michal.kreslik
Matlab is an industrial force, raw level math app
Statistica is more on the user friendly side, which is, on the other hand, sometimes making it less universally usable.
But definitely, you can work with Statistica in a couple of minutes after you installed it, which is certainly not the case for Matlab
Anyway, I am judging both packages from the standpoint of view of non-user. Instead of Matlab, I was using Maple. Now I'm getting ready to get a license for a couple of Statistica modules. In my opinion, Statistica is the most comprehensive statistical package available today.
Michal
Statistica
Posted: Wed Mar 07, 2007 11:44 am
by TomKeough
michal.kreslik wrote:Now I'm getting ready to get a license for a couple of Statistica modules. In my opinion, Statistica is the most comprehensive statistical package available today.
Michal
Thanks Michal,
Which Statistica modules are you planning to use?
Thanks,
Tom
Posted: Sun Oct 18, 2009 8:25 pm
by Horizon
That is scary looking stuff to the non initiated.
Great forum by the way. Enjoyed reading all the stats and research.
Posted: Thu Feb 18, 2010 10:04 pm
by Ronald Raygun
To add my $0.02...
I use the following for my datamining efforts.
Eureqa
Matlab
R
Excel
My most recent research is developing a "smart" indi/EA which can determine if the price is trending or ranging.
Posted: Thu Feb 18, 2010 10:55 pm
by Patch
Ronald Raygun
Perhaps you could tell us the trending aspect you use to determine when you are red or green. I am currently using the 2Semafor to determine my trading color.
Patch
In VA
Posted: Fri Feb 19, 2010 12:01 am
by forexbob
Patch wrote:Ronald Raygun
Perhaps you could us the trending aspect to determine when you are red and green. I am currently using the 2Semafor to determine my trading color.
Patch
In VA
hi patch, i thought TRO was learning we can not be a kameleon